A Research about value at Risk of Taiwan stock index option
碩士 === 國立高雄第一科技大學 === 金融營運所 === 95 === This article research about value at risk of Taiwan stock index option . We use two methods to estimate this volatility— Moving average method and Exponentially weighted moving average method. In order to count the Moving average method of moving window we used...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2007
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Online Access: | http://ndltd.ncl.edu.tw/handle/51052690446424237486 |